+19.7%
BROS vs TRGP
+618.7%
-599.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | -5.8% | +0.1% | -5.8% | -5.8% |
| 30D | -14.0% | +8.0% | -22.0% | -17.2% |
| 3M | -32.5% | +8.3% | -40.7% | -35.9% |
| 6M | -14.9% | +23.9% | -38.8% | -25.4% |
| YTD | -28.3% | +59.6% | -87.9% | -45.2% |
| 1Y | -34.0% | +79.4% | -113.4% | -53.3% |
| 3Y | +63.0% | +269.4% | -206.5% | -21.4% |
| All | +19.7% | +618.7% | -599.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling